+42.8%
TSM vs SPXL
+20.3%
+22.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.4% | -0.8% |
| 7D | +6.2% | +7.4% | -1.2% | +0.7% |
| 30D | -7.3% | -7.8% | +0.6% | -1.8% |
| 3M | -7.1% | -11.9% | +4.8% | +1.5% |
| 6M | +0.2% | -1.7% | +2.0% | +0.8% |
| YTD | +32.2% | +20.8% | +11.4% | +15.7% |
| 1Y | +42.8% | +25.0% | +17.8% | +22.1% |
| All | +42.8% | +20.3% | +22.5% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPXL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling